Authenticated Proxy Server software for Windows

[king1]

I've used privoxy in the past for connecting to and using my home internet connection while away from home, problem with it is there is no form of authentication built in so eventually all and sundry spammers and scammer end up finding it.

Right now I have a need for an overseas son of mine who wants to borrow my internet to hook into a local nz only web service - VPNs tend to be detected and blocked by this web service.

Anyone know of something modernish for this purpose, that supports client authentication?  Apparently Squid is the goto for this purpose but the configuration looks like it might be a learning curve

TIA